Financial time series prediction using exogenous series and combined neural networks
暂无分享,去创建一个
[1] J. Nazuno. Haykin, Simon. Neural networks: A comprehensive foundation, Prentice Hall, Inc. Segunda Edición, 1999 , 2000 .
[2] F. Reilly,et al. Investment Analysis and Portfolio Management , 1979 .
[3] D. Obradovic,et al. Combining Artificial Neural Nets , 1999, Perspectives in Neural Computing.
[4] J. Schumpeter. The Theory of Economic Development: An Inquiry into Profits, Capital, Credit, Interest, and the Business Cycle , 1934 .
[5] Derek W. Bunn,et al. Review of guidelines for the use of combined forecasts , 2000, Eur. J. Oper. Res..
[6] Pritam Radheshyam Charkha. Stock Price Prediction and Trend Prediction Using Neural Networks , 2008, 2008 First International Conference on Emerging Trends in Engineering and Technology.
[7] Michael P. Clements,et al. On the limitations of comparing mean square forecast errors , 1993 .
[8] Simon Haykin,et al. Neural Networks: A Comprehensive Foundation , 1998 .
[9] Robin O. Roundy,et al. Improving Forecast Accuracy by Combination , 2004 .
[10] J. Gooijer,et al. Some recent developments in non-linear time series modelling, testing, and forecasting☆ , 1992 .
[11] Richard A. Davis,et al. Introduction to time series and forecasting , 1998 .
[12] Jiri Matas,et al. On Combining Classifiers , 1998, IEEE Trans. Pattern Anal. Mach. Intell..
[13] G. Zhang,et al. A comparative study of linear and nonlinear models for aggregate retail sales forecasting , 2003 .
[14] Amanda J. C. Sharkey,et al. On Combining Artificial Neural Nets , 1996, Connect. Sci..
[15] Marko Hocevar,et al. Prediction of cavitation vortex dynamics in the draft tube of a francis turbine using radial basis neural networks , 2004, Neural Computing & Applications.
[16] Marie Cottrell,et al. Neural modeling for time series: A statistical stepwise method for weight elimination , 1995, IEEE Trans. Neural Networks.
[17] Tiago Alessandro Espínola Ferreira,et al. A New Intelligent System Methodology for Time Series Forecasting with Artificial Neural Networks , 2008, Neural Processing Letters.
[18] Elmar Steurer,et al. Much ado about nothing? Exchange rate forecasting: Neural networks vs. linear models using monthly and weekly data , 1996, Neurocomputing.
[19] Jorge J. Moré,et al. The Levenberg-Marquardt algo-rithm: Implementation and theory , 1977 .